Abstract: In order to evaluate the relative yield loss rate, yield loss and direct economic loss of winter wheat caused by ozone (O₃) pollution in Shanxi Province, the temporal and spatial distribution of O₃ concentration was analyzed based on the hourly monitoring data of O₃ concentration in each city of Shanxi Province during the growing period (from March to May) of winter wheat in 2017, and then the M7 (O₃ exposure concentration) index and AOT40 (O₃ exposure dose) index of winter wheat were calculated to study the effect of O₃ pollution of ambient air on the yield of winter wheat in Shanxi Province. The average O₃ concentration in Shanxi Province was 37 nmol·mol^-1 during the growing period of winter wheat (from March to May), and the temperature rise could lead to a significant rise of O₃ concentration. The spatial distribution of M7 index and AOT40 index was basically consistent with the average O₃ concentration distribution in Shanxi Province. The average value of M7 index was 50 nmol·mol^-1, and the average value of AOT40 index was 18 μmol·mol^-1. The relative yield loss rate of winter wheat in Shanxi Province caused by O₃ pollution was 7.87% (M7 index method) -24.28% (AOT40 index method), and O₃ pollution had the greatest effect on the impact of relative yield loss of winter wheat in Jincheng City. The yield loss of winter wheat in Shanxi Province caused by O₃ pollution was 236 943.07 t (M7 index method) -889 176.97 t (AOT40 index method). And the direct economic loss was 559.185 7 million yuan (M7 index method) -2 098.457 7 million yuan (AOT40 index method). And as the yield of winter wheat in Yuncheng city is usually higher than that in the other areas of the province, so that the yield loss and direct economic loss of this area are also higher. The results show that O₃ pollution could cause a great yield loss of winter wheat in Shanxi Province. It is recommended that more attention should be paid to the yield loss of winter wheat in Shanxi Province caused by O₃ pollution, and efforts should be made to alleviate the ambient O₃ pollution.